The r
(Order Mass Cancel Report) message is used to report the status of the mass order cancellation request.
It is sent in response to a q
(Order Mass Cancel Request) message to inform the sender about the status of each individual order affected by the mass cancellation.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
11 | ClOrdID | UUID | yes, by Revolut FIX Gateway | ClOrdID (unique identifier of the cancel request, as assigned by the client) provided in the q (Order Mass Cancel Request) message. |
37 | OrderID | UUID | yes | Unique Identifier for the q (Order Mass Cancel Request) message assigned by the recipient of the q (Order Mass Cancel Request). Supported values:
|
60 | TransactTime | UTCTimestamp | no | Time this report was initiated/released. |
530 | MassCancelRequestType | Char | yes | Order Mass Cancel Request Type accepted by the system. |
531 | MassCancelRequestResponse | Char | yes | Specifies the action taken by the system as a result of the q (Order Mass Cancel Request) message. Supported values:
|
531 | MassCancelResponse | Char | yes | Specifies the action taken by the system as a result of the q (Order Mass Cancel Request) message. Supported values:
|
532 | MassCancelRejectReason | Int | no | Reason that the q (Order Mass Cancel Request) message was rejected. Supported values:
|
58 | Text | String | no | Reason for the reject, in free format text string. |
For more details, see FIX 4.4 : Order Mass Cancel Report <r> message
in the FIX 4.4 documentation.